LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND
The purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock pri...
| Format: | Article |
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| Language: | English |
| Published: |
Wydawnictwo SGGW - Warsaw University od Life Sciences Press
2018-07-01
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| Series: | Polityki Europejskie, Finanse i Marketing |
| Subjects: | |
| Online Access: | https://pefim.sggw.edu.pl/article/view/1159 |
| _version_ | 1797644247369777152 |
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| collection | DOAJ |
| description | The purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock price volatility, while the volatility of KREDYTIN stock prices was strongly correlated with the volatility of BZ WBK shares, ING and PKO BP. The strongest correlation between the stock prices of banks and the surveyed financial services companies was on the day of their listing. Unlike banks, financial services companies are highly diversified. |
| first_indexed | 2024-03-11T14:27:39Z |
| format | Article |
| id | doaj.art-e7b449b039f847b49491e55232e6c5a3 |
| institution | Directory Open Access Journal |
| issn | 2081-3430 2544-0640 |
| language | English |
| last_indexed | 2024-03-11T14:27:39Z |
| publishDate | 2018-07-01 |
| publisher | Wydawnictwo SGGW - Warsaw University od Life Sciences Press |
| record_format | Article |
| series | Polityki Europejskie, Finanse i Marketing |
| spelling | doaj.art-e7b449b039f847b49491e55232e6c5a32023-10-31T15:11:38ZengWydawnictwo SGGW - Warsaw University od Life Sciences PressPolityki Europejskie, Finanse i Marketing2081-34302544-06402018-07-0119(68)LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLANDThe purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock price volatility, while the volatility of KREDYTIN stock prices was strongly correlated with the volatility of BZ WBK shares, ING and PKO BP. The strongest correlation between the stock prices of banks and the surveyed financial services companies was on the day of their listing. Unlike banks, financial services companies are highly diversified.https://pefim.sggw.edu.pl/article/view/1159share pricecorrelationeconometric modeling |
| spellingShingle | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND Polityki Europejskie, Finanse i Marketing share price correlation econometric modeling |
| title | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND |
| title_full | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND |
| title_fullStr | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND |
| title_full_unstemmed | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND |
| title_short | LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND |
| title_sort | listing of shares of some commercial banks and financial services companies in poland |
| topic | share price correlation econometric modeling |
| url | https://pefim.sggw.edu.pl/article/view/1159 |